+29.1%
KDP vs LBRT
-38.0%
+67.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.7% |
| 7D | +2.2% | -29.1% | +31.4% | +2.2% |
| 30D | +19.9% | -38.4% | +58.3% | +20.1% |
| 3M | +21.5% | -40.1% | +61.5% | +21.6% |
| 6M | +30.1% | -62.9% | +93.0% | +31.3% |
| YTD | +34.9% | -34.5% | +69.5% | +34.5% |
| 1Y | +43.4% | -30.2% | +73.6% | +42.7% |
| 3Y | +29.1% | -37.5% | +66.5% | +26.8% |
| All | +29.1% | -38.0% | +67.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling